Price Earnings Ratio dan Pendapatan Saham Perusahaan Non Keuangan di Bei
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stock return. The research sample consist of 310 non-financial firms in IDX during the period of 2010-2016. In this study, multiple linear regression methods have been conducted to explain the effect of PER, PEG, and PERG with control variable SIZE, M/B, FLEV, and DPRon stock return. The results indicate that PERG can explain stock returns better than PER and PEG based on the higher value of R-square. Using 5% level of significance, M/B and FLEV had a significant effect, while PER, PEG, and PERG had no significant effect on stock return. The
study also showed a negative effect PER, PEG, PERG, SIZE, FLEV, and DPR as well as the
positive effect of M/B on stock returns.
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